Quantitative Analysis
AQR's Antti Ilmanen sees three distinct investing scenarios in the future: Slow pain, fast pain, or 2008 all over again. What are investors to do?
Antti Ilmanen, a principal at AQR Capital Management, says everything is expensive because interest rates are at all-time lows.
Clifford S. Asness, co-founder of AQR, recently shared a list of his top 10 pet peeves in the Financial Analysts Journal. It has drawn several comments from the financial community.
In these Financial Analysts Journal articles, Cliff Asness discusses quantitative research — the force behind his firm’s dramatic growth to manage US$80 billion in assets.
Nobel laureate Robert C. Merton challenged traditional models used by investors to measure sovereign and financial system credit risk and instead proposes an alternative framework.
Nobel Laureate Robert C. Merton, who will be speaking at the Fifth Annual CFA Institute European Investment Conference in Prague, sees a need for quantitative risk analysis in the future of finance.